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AQR Capital Management Portfolio holdings
AUM
$218B
1-Year Est. Return
29.41%
This Fund
S&P 500
This Quarter
Est. Return
+2.76%
1 Year Est. Return
+29.41%
3 Year Est. Return
+92.15%
5 Year Est. Return
+116.61%
10 Year Est. Return
+435.72%
AUM
$55.6B
AUM Growth
-$1.54B
(-2.7%)
Cap. Flow
-$1.96B
Cap. Flow
% of AUM
-3.52%
Top 10 Holdings %
Top 10 Hldgs %
8.6%
Holding
2,396
New
159
Increased
1,068
Reduced
924
Closed
192
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Verizon
VZ
|
+$145M |
| 2 |
American Electric Power
AEP
|
+$145M |
| 3 |
AT&T
T
|
+$126M |
| 4 |
ANDV
Andeavor
ANDV
|
+$120M |
| 5 |
Tyson Foods
TSN
|
+$117M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$282M |
| 2 |
AET
Aetna Inc
AET
|
+$185M |
| 3 |
KeyCorp
KEY
|
+$162M |
| 4 |
EA
Electronic Arts
EA
|
+$159M |
| 5 |
Biogen
BIIB
|
+$139M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 14.33% |
| 2 | Technology | 14.31% |
| 3 | Consumer Discretionary | 13.54% |
| 4 | Industrials | 12.3% |
| 5 | Healthcare | 10.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
Pinnacle West Capital
PNW
$12.2B
| $210M | 0.38% |
2,801,502
+372,678
| +15% | +$25.5M |
|
52
American International
AIG
$41.8B
| $207M | 0.37% |
3,837,731
+797,953
| +26% | +$43.1M |
|
53
Conagra Brands
CAG
$7.23B
| $207M | 0.37% |
5,959,005
+1,995,718
| +50% | +$64.8M |
|
54
Masco
MAS
$15.3B
| $206M | 0.37% |
6,558,958
-1,211,048
| -16% | -$33.4M |
|
55
iShares Russell 3000 ETF
IWV
$20.3B
| $204M | 0.37% |
1,684,468
+451,298
| +37% | +$51.6M |
|
|
RTN
56
DELISTED
Raytheon Company
RTN
| $203M | 0.37% |
1,655,264
+127,611
| +8% | +$15.7M |
|
57
Citigroup
C
$226B
| $200M | 0.36% |
4,795,020
+341,612
| +8% | +$14.3M |
|
58
Assurant
AIZ
$14.3B
| $199M | 0.36% |
2,585,696
-246,765
| -9% | -$18.7M |
|
59
HF Sinclair
DINO
$14.5B
| $197M | 0.36% |
5,588,217
+1,647,530
| +42% | +$56.8M |
|
60
Huntington Ingalls Industries
HII
$12.8B
| $196M | 0.35% |
1,434,286
+57,127
| +4% | +$7.44M |
|
61
D.R. Horton
DHI
$42.3B
| $195M | 0.35% |
6,463,524
+3,449,137
| +114% | +$94.8M |
|
62
PG&E
PCG
$38.5B
| $191M | 0.34% |
3,201,041
+137,855
| +5% | +$7.68M |
|
63
Amgen
AMGN
$222B
| $191M | 0.34% |
1,272,623
-769,121
| -38% | -$114M |
|
|
CTXS
64
DELISTED
Citrix Systems Inc
CTXS
| $190M | 0.34% |
3,042,389
+701,111
| +30% | +$39.7M |
|
65
Mondelez International
MDLZ
$79.9B
| $189M | 0.34% |
4,708,915
+129,091
| +3% | +$5.26M |
|
66
Equifax
EFX
$21.4B
| $185M | 0.33% |
1,617,452
+245,145
| +18% | +$25.8M |
|
67
Cencora
COR
$61.2B
| $182M | 0.33% |
2,108,229
-1,213,973
| -37% | -$108M |
|
68
Everest Group
EG
$14.4B
| $182M | 0.33% |
920,854
-7,539
| -0.8% | -$1.39M |
|
69
HCA Healthcare
HCA
$89.5B
| $179M | 0.32% |
2,299,273
-914,962
| -28% | -$63.9M |
|
70
Best Buy
BBY
$17.3B
| $178M | 0.32% |
5,493,645
-1,015,665
| -16% | -$30.8M |
|
71
Archer Daniels Midland
ADM
$36.9B
| $178M | 0.32% |
4,896,328
-41,205
| -0.8% | -$1.43M |
|
72
HP
HPQ
$27.5B
| $177M | 0.32% |
14,390,123
+5,259,574
| +58% | +$56.2M |
|
73
McKesson
MCK
$101B
| $177M | 0.32% |
1,125,008
-284,715
| -20% | -$46M |
|
74
Comcast
CMCSA
$90B
| $177M | 0.32% |
5,787,956
+481,504
| +9% | +$13.8M |
|
|
SPR
75
DELISTED
Spirit AeroSystems
SPR
| $175M | 0.32% |
3,868,309
+113,708
| +3% | +$5.18M |
|
Similar funds
VGA
AQR Capital Management's Q1 2016 Portfolio in Review
As of Q1 2016, AQR Capital Management held 2,396 positions worth $55.6B, down 2.7% from $57.1B the previous quarter. Its ten largest holdings account for 8.6% of the portfolio.
AQR Capital Management withdrew a net $1.96B in Q1 2016, closing 192 positions and reducing 924 holdings. Its most notable exit was Broadcom, an estimated $82.9M position sold in full.
By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, AQR Capital Management opened a new position in CONCHO RESOURCES INC. worth $18.5M.
- AQR Capital Management's largest Q1 2016 buy was CONCHO RESOURCES INC.: 182,889 shares worth $18.5M.
- AQR Capital Management added most to Verizon in Q1 2016, an estimated $145M increase.
- AQR Capital Management's biggest Q1 2016 reduction was Pfizer, cutting an estimated $282M.
- AQR Capital Management fully exited Broadcom in Q1 2016, selling an estimated $82.9M.
- AQR Capital Management's ten largest holdings make up 8.6% of its $55.6B portfolio in Q1 2016.
- AQR Capital Management opened 159 new positions and closed 192 in Q1 2016.
- AQR Capital Management's portfolio value fell 2.7% quarter-over-quarter to $55.6B.
Based on AQR Capital Management's 13F filing for Q1 2016, filed 16 May 2016.